Yes, they're part of the same story, just as a Chuck movie would be part of the same story as the series, but Farscape the series ended on a cliffhanger.
Farscape was canceled in September 2002; the movie wasn't released until 2004. Gotta side with Rick on this one.
I know this is an old topic, but I had to put my 2 cents in.
Technically Rick is correct that the series ended on a bad note. However, as you noted the series was abruptly canceled. In interviews, Claudia black mentioned that (ironically like Chuck) the series was never assumed to have a next season since the extensions had always been for one year. When they got a multiple season extension (for 4 & 5) there was a decision to do a 2 season story arc.
And then they got canceled. After they had already finished shooting the finale. There were rumors that instead of the show being too expensive (Sci-Fi's excuse) the network wanted to focus their money on their brand new shiny toy: Stargate SG-1 which they had just recently acquired from Showtime (and began airing on the network in 2003).
(Ironically you can see a similar thing happening to Stargate SG-1 once Eureka became extremely popular. )
Henson was able to acquire Farscape due to (in part) extreme vocal fan support and outrage about the cancellation. I can still remember the bring back farscape booths at a couple of 'Cons I went to. I wasn't watching the show at the time but I can still remember the booths for some reason, and pitch they were doing. I believe by then Henson had decided to try and do a miniseries instead of continue the story due to money.
I know, weird $#!^ I remember.